+96,674.4%
AMAT vs CPB
+366.5%
+96,307.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.7% | -14.3% | -13.7% |
| 7D | -24.3% | +11.6% | -35.9% | -26.0% |
| 30D | -39.8% | +23.3% | -63.1% | -42.4% |
| 3M | -40.2% | +1.6% | -41.8% | -40.8% |
| 6M | -22.1% | +13.9% | -36.1% | -25.4% |
| YTD | +24.7% | -11.7% | +36.4% | +25.2% |
| 1Y | +33.3% | -18.2% | +51.5% | +35.8% |
| 3Y | +133.9% | -35.2% | +169.0% | +145.5% |
| 5Y | +117.1% | -30.5% | +147.6% | +119.2% |
| 10Y | +1,158.7% | -37.1% | +1,195.8% | +1,153.7% |
| All | +96,674.4% | +366.5% | +96,307.9% | +45,898.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CPB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling